+370.1%
ISRG vs FERG
+352.7%
+17.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.2% | +1.2% |
| 7D | -5.0% | +0.9% | -5.9% | -5.2% |
| 30D | -10.2% | -15.1% | +4.9% | -7.0% |
| 3M | -17.2% | -4.8% | -12.4% | -16.4% |
| 6M | -28.4% | -2.5% | -26.0% | -28.3% |
| YTD | -37.6% | +1.8% | -39.4% | -38.2% |
| 1Y | -24.4% | -0.3% | -24.1% | -25.0% |
| 3Y | +18.4% | +52.9% | -34.5% | +6.0% |
| 5Y | -1.0% | +69.3% | -70.3% | -14.3% |
| 10Y | +370.1% | +352.7% | +17.4% | +295.8% |
| All | +370.1% | +352.7% | +17.4% | +295.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FERG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling